+726.2%
SNPS vs RACE
+647.6%
+78.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.5% |
| 7D | -11.0% | -2.5% | -8.5% | -9.9% |
| 30D | -1.7% | +0.8% | -2.5% | -2.1% |
| 3M | -20.4% | +17.2% | -37.5% | -26.3% |
| 6M | -8.6% | +13.6% | -22.2% | -14.9% |
| YTD | -16.2% | +12.2% | -28.4% | -22.0% |
| 1Y | -34.6% | -16.3% | -18.3% | -30.7% |
| 3Y | -14.5% | +36.4% | -50.9% | -30.6% |
| 5Y | +17.0% | +95.0% | -78.0% | -20.6% |
| 10Y | +560.0% | +813.2% | -253.2% | +193.0% |
| All | +726.2% | +647.6% | +78.6% | +264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling